I think what a lot of us are mourning when we lose our family to the JW mindset, is not so much the people they are, but the people we hoped they could be. Our idealized notion that "family" would mean more to them than ties to a belief system.
We are not orphaned in a literal sense, but because of the JW belief system we find that we have to fend for ourselves, with a very important support system denied to us. We are, in a very real way, all alone in the world.
It's okay for these reminders to haunt us. When a family member dies, the days on the calendar that mark important events become bittersweet because of the loss. We remember the good times with that loved one, and feel the sting that the person is no longer there. You can bet that the JW relatives feel that sting too, but they are the ones who chose the path of shunning over the path of love and acceptance and tolerance. They drew the line in the sand, and they must live with their choice just as we must live with it.
It takes time, but it is important to cultivate new friendships and build a new "family" around us. They can help soften the sting of the past, of the family that rejects us in favour of their so-called faith. We don't have to settle for a life without community. It's something we can choose and embrace, when we find people who accept us for who we are, who don't base their opinions about us on the hours on a Field Service Report™. They can have interests similar to ours, or ones that open up a world of diversity for us and help us learn new things and have experiences that we never would have had otherwise.
Most of the time, I don't give the JWs I used to know a second thought, I realized that I gave them far more of myself than they deserved and I really didn't get anything back for my care and compassion for them. But, like you, I have days when I think about my JW family members and wish how things could be different, and then I think about what having them back in my life would cost in terms of going back to the belief system. It isn't worth the price I'd have to pay to have them in my life. I could never relinquish my ability to think critically, to unsee what I've seen, to un-know the things I know. My freedom - mentally, emotionally, spiritually - is far too valuable.